Anic Equity

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Total return since start: 0.564 %

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Equity now: -----------------------------> 47764.39 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46369.47 Kr

PnL: ---------------------------------------> -519.1 Kr

DD now: ---------------------------------> -1.78 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 09:55:28.334532'

Anic Portfolio

Today

Return: 0.952 %

This Week

Return: 0.486 %

Total

Return: 56.368 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	2.870000	3172.000000	201.000000	6.770000	2971.000006
HEBA B	70	0.000000	2733.500000	97.500000	3.700000	2636.000010
FM Mattsson Mora Group B	50	-0.990000	3000.000000	73.000000	2.490000	2927.000000
SAAB B	8	0.280000	3436.000000	59.000000	1.750000	3377.000000
Corem Property Group B	59	3.190000	630.710000	53.710000	9.310000	576.999999
Norva24 Group	16	-0.390000	573.760000	30.760000	5.660000	543.000000
Samhällsbyggnadsbo. i Norden B	20	1.530000	384.000000	29.000000	8.170000	355.000000
Resurs Holding	22	3.630000	597.300000	23.300000	4.060000	573.999998
AcadeMedia	12	0.100000	579.960000	22.960000	4.120000	557.000004
MedCap	2	0.000000	440.000000	19.000000	4.510000	421.000000
Eastnine	4	0.000000	509.600000	18.600000	3.790000	491.000000
HMS Networks	2	0.700000	691.200000	18.200000	2.700000	673.000000
OEM International B	7	1.830000	546.000000	18.000000	3.410000	527.999997
Sampo Oyj SDB	7	1.940000	3860.500000	10.500000	0.270000	3850.000000
Intrum	4	0.040000	536.400000	9.400000	1.780000	527.000000
Coor Service Management Hold.	8	1.740000	539.200000	7.200000	1.350000	532.000000
Swedbank A	3	1.470000	571.200000	7.200000	1.280000	564.000000
Essity A	4	0.170000	1152.000000	3.000000	0.260000	1149.000000
Fastighetsbolag. Emilshus Pref	21	0.000000	564.900000	2.900000	0.520000	562.000005
Boozt	12	1.920000	1656.000000	2.000000	0.120000	1653.999996
Essity B	2	0.810000	575.800000	1.800000	0.310000	574.000000
Handelsbanken A	5	1.060000	546.000000	0.000000	0.000000	546.000000
Nordea Bank Abp	29	0.970000	3453.900000	-0.100000	0.000000	3453.999992
Creaspac SPAC	6	0.100000	576.000000	-1.000000	-0.170000	577.000002
Samhällsbyggnadsbo. i Norden D	12	0.690000	243.840000	-2.160000	-0.880000	246.000000
Securitas B	6	0.150000	564.600000	-5.400000	-0.950000	570.000000
CTEK	13	2.010000	527.800000	-6.200000	-1.160000	533.999999
Karnov Group	9	0.350000	519.300000	-16.700000	-3.120000	536.000004
Midsona B	63	2.180000	560.070000	-22.930000	-3.930000	582.999984
Vivesto	1368	0.290000	560.330000	-52.670000	-8.590000	612.999432
International Petroleum Corp.	5	0.560000	541.500000	-53.070000	-8.930000	594.565215
Axfood	13	0.820000	3671.200000	-84.800000	-2.260000	3756.000001
OX2	18	1.890000	1453.500000	-210.500000	-12.650000	1663.999992
Fasadgruppen Group	35	1.950000	3479.000000	-332.000000	-8.710000	3810.999990
Ovzon	52	1.080000	2922.400000	-439.600000	-13.080000	3361.999992
TOTAL			46369.470000	-519.100000	-1.77977%	46888.564618

Updated:

'2023-01-20 09:55:40.892523'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.